You should render to a file sequence like image001.tif, image002.tif etc..
You can set this up in the Render Globals.
When you are done rendering your image sequence, then you should import them to a compositing software like Premiere, Avid, Digital Fusion, whatnot .. and then make your AVI or MPEG there ..
Senior 3D Artist,
Maya Software Manager & Maya Instructor
LEGO Systems A/S